Workbook on cointegration
Auteur :
Hansen, Peter Reinhard / Johansen, Søren
Éditeur :
Oxford University Press
ISBN :
9780198776086
Date de publication :
26 nov. 1998
Dimensions :
24,3 x 16,3 x 1,8 cm
Poids :
461 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This workbook is a companion to the textbook "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models". The workbook contains exercises and solutions concerned with the theory of cointegration in the vector autoregressive model.